+885.0%
MSFT vs VSH
+172.7%
+712.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -1.0% | +3.5% | -4.6% | -2.0% |
| 30D | -2.7% | -4.4% | +1.7% | -1.9% |
| 3M | +22.1% | -45.8% | +67.9% | +39.3% |
| 6M | +20.6% | +90.1% | -69.6% | -8.7% |
| YTD | +2.3% | +120.3% | -118.0% | -27.2% |
| 1Y | -0.5% | +112.2% | -112.8% | -29.2% |
| 3Y | +50.5% | +36.6% | +13.9% | +17.9% |
| 5Y | +72.3% | +67.0% | +5.3% | +21.8% |
| 10Y | +885.0% | +179.5% | +705.5% | +417.7% |
| All | +885.0% | +172.7% | +712.3% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling